Former Iranian prime minister Shahpour Bakhtiar today escaped an assassination attempt here in which a policeman and a next-door neighbor were killed.

Another policeman and another neighbor woman were wounded lightly in the attack by three men carrying pistols equipped with silencers at Bakhtiar's residence in a luxury apartment in the Paris suburb of Neuilly.

The attackers, who all claim to be Arabs and not Iranians, were captured. Two of them were wounded in a shootout with police.

Police later said they had identified all three men as Palestinians and that the leader was a Palestinian revolutionary known as Abu Mazem.

[In Tehran, a previously unknown group calling itself the "Guards of Islam" said today it had sentenced Bakhtiar to death, but made no direct reference to the attempt on his life. The group, whose statement was read on the official radio, called Bakhtiar "this germ of corruption" and said he had been condemned for involvement in Iran's minority unrest and the recent alleged coup plot.]

The operation was vigorously repudiated by Iranian Foreign Minister Sadegh Ghotbzadeh. He was changing planes in Paris en route to Nicaragua shortly after the incident and switched his travel plans to reply to a French Foreign Ministry invitation to come in to explain his government's position.

Bakhtiar, 65, the last prime minister appointed by the shah before Iran's revolution, dismissed the attempt on him as "a risk of the trade." The most prominent Iranian exile leader, Bakhtiar was accused by the Islamic revolutionaries in Tehran of having directed a coup attempt that was thwarted a week ago. Two relatives of Bakhtiar, whose 39-day tenure as premier saw the departure of the shah from Iran and the return of Ayatollah Ruhollah Ehomeini from exile, are among 300 to 400 persons arrested for the alleged coup plot.

For about three weeks, there have been persistent reports in Paris, apparently taken seriously, than an assassination team of three civilians and a mullah had arrived from Tehran. Sources representing two different factions in the fragmented Iranian exile community said the Iranian ambassador in Paris had threatened to resign if he was ordered to cooperate in assassinations and had warned the endangered exile leaders to be careful.

The three would-be assassins arrived at Bakhtiar's residence at 8:25 a.m. and got past the police guards at the gate and in the downstairs lobby by presenting themselves as journalists who had an interview scheduld with Bakhtiar. They wore cameras around their necks, and one of them flashed a press pass for the French Communist newspaper L'Humanite.

They rode up to the third-floor apartment owned by Bakhtiar's daughter and rang for admittance. A Bakhtiar relative who was having breakfast with the former premier answered the bulletproof door. But first he took the precaution of putting on the door chain.

The three pulled out their pistols and started shooting when the relative refused to open the door wide to them. He slammed the door shut and they fired seven shots into the metal-reinforced door.

One of the policemen, Jean-Michel Jamme, 25, who was on duty downstairs in the lobby, was killed immediately when he rushed upstairs in response to the noise.

The neighbor, Yvonne Stein, 45, was mortally wounded when she opened the door on the landing. Her woman companion in the next-door apartment was also hit.

Another policemen, Philippe Jourdain, 25, was also shot in the head when he ran up from the lobby into the upstairs hallway. He was reported in serious condition in the hospital this evening. A third officer was wounded in the ear.

The three attackers, according to the police account, rushed downstairs and were captured in front of the building by the fourth guard at the gate, who wounded two of the attackers with a burst from a submachine gun. The third assailant then reportedly threw down the pistol and put his hands up.

The neighborhood was thoroughly searched by police looking for a woman who witnesses said had accompanied the attackers to the gate. There was no trace of her, but police said they did find a rented car parked nearby with a large sum of money, passports, ammunition and a silencer in the trunk.

Police said the three men in their mid-twenties claimed to be a Syrian, a Lebanese and a Palestinian. But the police said they doubted that the men were giving their true identities.

Other leaders reported by the exile sources to have been on the team's hit list include the leading military exile here, Gen. Gholam Ali Oveissi, and Hassan Nazih, the first head of the Iranian National Oil Co. under Khomeini. Nazih was hounded out of office by Moslem clergymen and has just recently created an opposition party here.

A leading number of Oveissi's entourage said they strengthened their own security after being warned about an assassination team and that they passed on what they had heard both to the French police and to Bakhtiar. The French police said that they had strengthened the security around Bakhtiar within the past 48 hours by issuing submachine guns to the police guards. However, more than four policemen have been seen on duty on several previous occasions, and at least some of the guards already had machine pistols.

Spokesmen for the French police unions issued protests that putting uniformed officers around the residences of potential victims of terrorism simply marks the police as targets and said that new methods are needed to combat determined political terrorists.

This was the second known attempt against an Iranian exile here. On Dec. 7, 1979, a nephew of the shah, Navy Capt. Shahriar Shafik, was gunned down outside a Paris residence belonging to his mother Princess Ashraf, the former ruler's twin sister.

Ayatollah Sadegh Khalkhali, the Islamic government's revolutionary judge, claimed responsibility for Shafik's killing. Yet, today, he disclaimed any responsibility for or knowledge of the attempt on Bakhtiar, even though Khalkhali previously has said he has condemned the former premier to death in absentia. Bakhtiar surfaced in Paris about a year ago after spending about six months in hiding in Iran.

There have been a number of minor attacks in Paris in addition to the shootings. Today, the offices of the national airline Iran Air on the Champs Elysees were bombed at 4:30 a.m. Pictures of the deposed shah were pasted over the windows.

The French Foreign Ministry denounced the attack on Bakhtiar as "odious" and "unspeakable." Michel Pinton, one of the leaders of French President Valery Giscard d'Estaing's party, noted that during the five months that Khomemini spent in exile outside Paris before his triumphant flight home, "he found it natural to be protected by French law."

Center-left opposition leader Roger Schwartzenberg said that the attempt against Bakhtiar was "a slap for our government, which continually rolled out the red carpet under the feet of Iman Khomeini. This is how a systematic policy of tolerance toward a regime that violates the elementary principles of humanity and the basic rules of international law is repaid." A Gaullist Party spokesman also assailed the assassination attempt.